+342.5%
RCL vs XME
+412.4%
-69.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.0% |
| 30D | -15.7% | +1.4% | -17.1% | -16.9% |
| 3M | -8.0% | +2.7% | -10.7% | -11.4% |
| 6M | -10.1% | +6.5% | -16.6% | -16.7% |
| YTD | -5.9% | +15.2% | -21.1% | -19.8% |
| 1Y | -23.5% | +43.5% | -67.0% | -46.8% |
| 3Y | +174.4% | +135.9% | +38.5% | +21.5% |
| 5Y | +227.1% | +181.5% | +45.7% | +18.8% |
| 10Y | +342.5% | +436.9% | -94.3% | -13.3% |
| All | +342.5% | +412.4% | -69.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling